If you have migraines then transdermal hrts are considered better to use but if they are tension headaches then it won't matter which you use. You may find your headaches will be better with HRT as you may feel generally better so be less tense and stressed so could reduce your headaches.
Finding the right HRT for you will be trial and error - what is right for one women may not be right for another.
If your symptoms are hormones related then HRT should help - I assume these symptoms have only emerged since you entered menopause? I were you I would start with the Femoston 1/10 for 3 months and see how it goes.
HRT is not a perfect treatment and it doesn't suit everyone but unless you try it you'll never know. If you feel anxious about trying HRT then this may make your headaches worse. You need to learn relaxation techniques, get some good exercise like brisk walking or swimming or dance classes regularly and of course follow a sensible diet. It's a range of strategies, including HRT, that will work. DG x